+2,460.4%
MAR vs BDX
+935.4%
+1,525.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.5% | -4.1% | +3.6% | +0.8% |
| 30D | -4.7% | +0.1% | -4.8% | -4.7% |
| 3M | -15.6% | +18.3% | -33.9% | -20.2% |
| 6M | +1.2% | +10.1% | -8.9% | -2.3% |
| YTD | +7.5% | +19.4% | -11.9% | +1.1% |
| 1Y | +26.6% | +22.3% | +4.3% | +18.1% |
| 3Y | +66.0% | -9.4% | +75.3% | +67.0% |
| 5Y | +154.1% | -2.0% | +156.1% | +147.2% |
| 10Y | +441.9% | +59.6% | +382.3% | +334.1% |
| All | +2,460.4% | +935.4% | +1,525.1% | +1,126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling